Telegraph processes with random velocities
From MaRDI portal
Publication:4667991
DOI10.1239/jap/1091543417zbMath1080.60072OpenAlexW2040777649MaRDI QIDQ4667991
Shelemyahu Zacks, Wolfgang Stadje
Publication date: 18 April 2005
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1091543417
Continuous-time Markov processes on general state spaces (60J25) Other physical applications of random processes (60K40) Markov renewal processes, semi-Markov processes (60K15)
Related Items (41)
Large deviations for some non-standard telegraph processes ⋮ A note on the conditional probabilities of the telegraph process ⋮ Generalized Telegraph Process with Random Delays ⋮ Generalized Telegraph Process with Random Jumps ⋮ Review of some functionals of compound Poisson processes and related stopping times ⋮ Time-Changed Processes Governed by Space-Time Fractional Telegraph Equations ⋮ Probability Distribution Function for the Euclidean Distance Between Two Telegraph Processes ⋮ Linear combinations of the telegraph random processes driven by partial differential equations ⋮ Random flights governed by Klein-Gordon-type partial differential equations ⋮ Stochastic dynamics with multiplicative dichotomic noise: heterogeneous telegrapher's equation, anomalous crossovers and resetting ⋮ Quantitative control of Wasserstein distance between Brownian motion and the Goldstein-Kac telegraph process ⋮ Parametric estimation for the standard and geometric telegraph process observed at discrete times ⋮ Squirrels can remember little: a random walk with jump reversals induced by a discrete-time renewal process ⋮ Reflection principle for finite-velocity random motions ⋮ On the generalized telegraph process with deterministic jumps ⋮ Telegraph process with elastic boundary at the origin ⋮ Damped jump-telegraph processes ⋮ Kac's rescaling for jump-telegraph processes ⋮ A Damped Telegraph Random Process with Logistic Stationary Distribution ⋮ A Generalized Telegraph Process with Velocity Driven by Random Trials ⋮ Telegraph processes with random jumps and complete market models ⋮ Telegraph random evolutions on a circle ⋮ On the exact distributions of the maximum of the asymmetric telegraph process ⋮ Asymptotic results for the absorption time of telegraph processes with elastic boundary at the origin ⋮ Random flights in higher spaces ⋮ On telegraph processes, their first passage times and running extrema ⋮ On the Asymmetric Telegraph Processes ⋮ Probability law for the Euclidean distance between two planar random flights ⋮ Large deviation principles for telegraph processes ⋮ Unnamed Item ⋮ On estimation for Brownian motion governed by telegraph process with multiple off states ⋮ Discretely observed Brownian motion governed by telegraph process: estimation ⋮ Piecewise deterministic processes following two alternating patterns ⋮ Certain functionals of squared telegraph processes ⋮ Stochastic velocity motions and processes with random time ⋮ Survival probability of a run-and-tumble particle in the presence of a drift ⋮ Least-squares change-point estimation for the telegraph process observed at discrete times ⋮ On the distribution of the maximum of the telegraph process ⋮ The explicit probability distribution of the sum of two telegraph processes ⋮ On occupation time for on-off processes with multiple off-states ⋮ Double Telegraph Processes and Complete Market Models
Cites Work
- Exact probability distributions for noncorrelated random walk models
- Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchhoff's laws
- On the maximum displacement of a one-dimensional diffusion process described by the telegrapher's equation
- Properties of the telegrapher's random process with or without a trap
- The equation of symmetric Markovian random evolution in a plane
- Asymptotic normality in a two-dimensional random walk model for cell motility.
- Contributions to the theory of first-exit times of some compound processes in queueing theory
- On random motions with velocities alternating at Erlang-distributed random times
- FLUID QUEUES AND MOUNTAIN PROCESSES
- BOUNDS FOR FLUID MODELS DRIVEN BY SEMI-MARKOV INPUTS
- Exact transient analysis of a planar random motion with three directions
- Some stochastic processes which arise from a model of the motion of a bacterium
- Generalized integrated telegraph processes and the distribution of related stopping times
- Motions with reflecting and absorbing barriers driven by the telegraph equation
- Exact Joint Distribution In a Model of Planar Random Motion
- On the First Passage Time Probability Problem
- Probabilistic analysis of the telegrapher's process with drift by means of relativistic transformations
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Telegraph processes with random velocities